Understanding Randomness Chapter 11. Why Be Random? What is it about chance outcomes being random that makes random selection seem fair? Two things: –

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Presentation transcript:

Understanding Randomness Chapter 11

Why Be Random? What is it about chance outcomes being random that makes random selection seem fair? Two things: – Nobody can guess the outcome before it happens. – When we want things to be fair, usually some underlying set of outcomes will be equally likely (although in many games some combinations of outcomes are more likely than others).

A Question? One of us once had to flip a coin used by one the Russian czars several thousand times for his advisor, who really wanted to know if the coin was fair. How many times are enough? Would 3 heads in a row convince you that the coin was truly biased? Would 7 out of 10 heads be convincing?

Lets go Deeper? Imagine the coin tossed 100 times. Does 54 heads out of 100 make the coin biased? What about 60 heads out of 100? What about 95 heads out of 100? How about 80 heads out of 100? 70? On a separate sheet of paper, write down “ what would it take to convince you that the coin is unfair?

Why Be Random? Example: – Pick “heads” or “tails.” – Flip a fair coin. Does the outcome match your choice? Did you know before flipping the coin whether or not it would match?

Why Be Random? Statisticians don’t think of randomness as the annoying tendency of things to be unpredictable or haphazard. Statisticians use randomness as a tool. But, truly random values are surprisingly hard to get…

It’s Not Easy Being Random It’s surprisingly difficult to generate random values even when they’re equally likely. Computers have become a popular way to generate random numbers. – Even though they often do much better than humans, computers can’t generate truly random numbers either. – Since computers follow programs, the “random” numbers we get from computers are really pseudorandom. – Fortunately, pseudorandom values are good enough for most purposes.

It’s Not Easy Being Random There are ways to generate random numbers so that they are both equally likely and truly random. The best ways we know to generate data that give a fair and accurate picture of the world rely on randomness, and the ways in which we draw conclusions from those data depend on the randomness, too.

Practical Randomness We need an imitation of a real process so we can manipulate and control it. In short, we are going to simulate reality.

Random Number (Calculator) MATH PRB offers you different ways to draw random numbers. 5:randInt produces a number of random numbers in a specified range. Examples: How would you simulate a flip of a coin? Roll of a die? Rolling 2 dice?

A Simulation The sequence of events we want to investigate is called a trial. The basic building block of a simulation is called a component. – Trials usually involve several components. After the trial, we record what happened—our response variable. There are seven steps to a simulation…

Simulation Steps 1.Identify the component to be repeated. 2.Explain how you will model the component’s outcome. 3.Explain how you will combine the components to model a trial. 4.State clearly what the response variable is. 5.Run several trials. 6.Collect and summarize the results of all the trials. 7.State your conclusion.

What Can Go Wrong? Don’t overstate your case. – Beware of confusing what really happens with what a simulation suggests might happen. Model outcome chances accurately. – A common mistake in constructing a simulation is to adopt a strategy that may appear to produce the right kind of results. Run enough trials. – Simulation is cheap and fairly easy to do.

What have we learned? How to harness the power of randomness. A simulation model can help us investigate a question when we can’t (or don’t want to) collect data, and a mathematical answer is hard to calculate. How to base our simulation on random values generated by a computer, generated by a randomizing device, or found on the Internet. Simulations can provide us with useful insights about the real world.